Moritz Schauer
Visar 26 publikationer
Guided smoothing and control for diffusion processes
Simulating conditioned diffusions on manifolds
Score matching for bridges without learning time-reversals
Score matching for bridges without time-reversals
Causal structure learning with momentum: Sampling distributions over Markov Equivalence Classes
Nonparametric Bayesian volatility learning under microstructure noise
Weak solutions to gamma-driven stochastic differential equations
Conditioning continuous-time Markov processes by guiding
Differentiating Metropolis-Hastings to Optimize Intractable Densities
Sticky PDMP samplers for sparse and local inference problems
Flexible group fairness metrics for survival analysis
Applied measure theory for probabilistic modeling.
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions
Automatic Differentiation of Programs with Discrete Randomness
Continuous-discrete smoothing of diffusions
A piecewise deterministic Monte Carlo method for diffusion bridges
Simulation of elliptic and hypo-elliptic conditional diffusions
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Fast and scalable non-parametric Bayesian inference for Poisson point processes
Bayesian wavelet de-noising with the caravan prior
Nonparametric Bayesian volatility estimation
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Adaptive nonparametric drift estimation for diffusion processes using Faber–Schauder expansions
Guided Proposals for simulating multi-dimensional diffusion bridges
Reversible jump MCMC for nonparametric drift estimation for diffusion processes
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Visar 5 forskningsprojekt
Stokastisk modellering av former i samspel: från svettdroppar till trädkronor
Kausal inferens med generativa neurala nätverksmodeller
Fast Bayesian Inference with Piecewise Deterministic Markov Processes
Inference in the face of intractability: Bayesian applications of continuous-time Markov processes
Stochastic Continuous-Depth Neural Networks